+192.5%
ECHO vs BR
+189.7%
+2.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +3.7% | -3.0% | +6.7% | +5.0% |
| 30D | +0.7% | -0.3% | +1.0% | +0.5% |
| 3M | -27.3% | +17.3% | -44.6% | -32.8% |
| 6M | -17.0% | -6.7% | -10.3% | -15.4% |
| YTD | -14.3% | -23.4% | +9.1% | -4.6% |
| 1Y | +20.9% | -32.7% | +53.6% | +43.1% |
| 3Y | +423.0% | -5.9% | +428.9% | +432.7% |
| 5Y | +265.7% | +8.4% | +257.2% | +242.6% |
| All | +192.5% | +189.7% | +2.8% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling